This is related to how tracker purges are done for credit unions who have their own data warehouse.  For these CUs, older Trackers conversations can be archived to the data warehouse before they are purged from CU*BASE.  However, we need to retain what is referred to as the "Tracker header" for those Tracker types, even if there aren't any recent conversations under it (i.e., an TKLRHC record but no TKLRHN or TKLRDN records attached to it). Here's why: If additional conversation notes are added to that Tracker in the future, that header retains a record of the original sequence numbers already used for the archived notes and prevents those same sequence #s from being used again. That way we don't overwrite archived notes with new notes the next time archiving is done. 

Therefore you'll see this explanatory message if you select one of these header records that doesn't have any associated notes left in your CU*BASE files because they've been purged.  (Note: This may be true whether you actually archived the records before purging or not, but still will apply only to CUs that have a data warehouse in the first place.)